ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-145 |
-0-005 |
0.0% |
125-202 |
| High |
125-172 |
125-182 |
0-010 |
0.0% |
125-240 |
| Low |
125-125 |
125-135 |
0-010 |
0.0% |
125-048 |
| Close |
125-145 |
125-175 |
0-030 |
0.1% |
125-152 |
| Range |
0-048 |
0-048 |
0-000 |
0.0% |
0-192 |
| ATR |
0-062 |
0-061 |
-0-001 |
-1.7% |
0-000 |
| Volume |
681,303 |
640,690 |
-40,613 |
-6.0% |
4,254,008 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-307 |
125-288 |
125-201 |
|
| R3 |
125-259 |
125-241 |
125-188 |
|
| R2 |
125-212 |
125-212 |
125-184 |
|
| R1 |
125-193 |
125-193 |
125-179 |
125-202 |
| PP |
125-164 |
125-164 |
125-164 |
125-169 |
| S1 |
125-146 |
125-146 |
125-171 |
125-155 |
| S2 |
125-117 |
125-117 |
125-166 |
|
| S3 |
125-069 |
125-098 |
125-162 |
|
| S4 |
125-022 |
125-051 |
125-149 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-084 |
126-311 |
125-258 |
|
| R3 |
126-212 |
126-118 |
125-205 |
|
| R2 |
126-019 |
126-019 |
125-188 |
|
| R1 |
125-246 |
125-246 |
125-170 |
125-196 |
| PP |
125-147 |
125-147 |
125-147 |
125-122 |
| S1 |
125-053 |
125-053 |
125-135 |
125-004 |
| S2 |
124-274 |
124-274 |
125-117 |
|
| S3 |
124-082 |
124-181 |
125-100 |
|
| S4 |
123-209 |
123-308 |
125-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-182 |
125-048 |
0-135 |
0.3% |
0-052 |
0.1% |
94% |
True |
False |
628,869 |
| 10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-081 |
0.2% |
52% |
False |
False |
844,973 |
| 20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-064 |
0.2% |
52% |
False |
False |
782,038 |
| 40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-054 |
0.1% |
40% |
False |
False |
665,313 |
| 60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-053 |
0.1% |
38% |
False |
False |
698,018 |
| 80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-053 |
0.1% |
32% |
False |
False |
540,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-064 |
|
2.618 |
125-307 |
|
1.618 |
125-259 |
|
1.000 |
125-230 |
|
0.618 |
125-212 |
|
HIGH |
125-182 |
|
0.618 |
125-164 |
|
0.500 |
125-159 |
|
0.382 |
125-153 |
|
LOW |
125-135 |
|
0.618 |
125-106 |
|
1.000 |
125-088 |
|
1.618 |
125-058 |
|
2.618 |
125-011 |
|
4.250 |
124-253 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-170 |
125-168 |
| PP |
125-164 |
125-161 |
| S1 |
125-159 |
125-154 |
|